Purpose: The distress thermometer (DT) is commonly used in cancer care to improve detection of distress. The DT’s recommended cut-off score of 4 or 5 has typically been established using the Hospital Anxiety and Depression Scale (HADS) by receiver operating characteristic curve analysis. The present analysis complements these studies by critically examining the use of the HADS to identify the DT’s cut-off score and corroborating the DT’s cut-off scores using item response theory (Rasch analysis). Methods: The DT and HADS were completed by 340 patients with cancer. Rasch dimensionality analysis was performed on the HADS-Total, and test characteristic curves were examined to equate the DT and the HADS subscales. Identified DT cut-off scores were then examined for their sensitivity and specificity. Results: Rasch analysis did not support the unidimensionality of HADS-Total. The test characteristic curves indicated that a cut-off score of ≥8 on the HADS-Anxiety and HADS-Depression subscales was equivalent to a score of 6 and 7 on the DT, respectively. However, a DT cut-off score of 5 resulted in the best balance between sensitivity and specificity across the HADS-Anxiety and HADS-Depression subscales. Conclusions: Despite being a popular practice, the present findings did not support combining the HADS-Anxiety and HADS-Depression subscales to identify the DT’s cut-off score. Furthermore, these results inform the use of the DT as a preliminary screening tool and suggest that when a single screen is used, a DT cut-off score of 6 or 7 might be more appropriate than the typical cut-off score of 4.